5) Second order linear differential equations

  • Second order linear differential equations involve the second derivative of the unknown function and can be written in the form y'' + p(x)y' + q(x)y = r(x)
  • Homogeneous second order linear differential equations with constant coefficients have characteristic equations that can be used to find their solutions
  • Non-homogeneous second order linear differential equations can be solved using the method of undetermined coefficients or the method of variation of parameters
  • Particular integrals can be found for specific types of non-homogeneous functions, such as eax, sin ax, cos ax, ax^2 + bx + c (a, b, c are real numbers)
  • Second order linear differential equations are used to model many physical phenomena, such as oscillations, waves, and electromagnetic fields.


Important Formulas to Remember in these topic


Explanation and solution methods for second order differential equations with constant coefficients, including:


- Homogeneous equations, such as:

$$\frac{d^2y}{dx^2} + ay = 0 \Rightarrow y = c_1\cos(\sqrt{a}x) +$c_2\sin(\sqrt{a}x)$$

where a is a constant and c_1 and c_2 are arbitrary constants.


- Non-homogeneous equations, such as:

$$\frac{d^2y}{dx^2} + ay = f(x)$$

where f(x) is a known function. One solution can be found by the method of undetermined coefficients, which involves finding a particular solution based on the form of f(x). The general solution can then be found by adding the homogeneous solution to the particular solution.


- Complex roots, where the homogeneous equation has the form:

$$\frac{d^2y}{dx^2} + a_1\frac{dy}{dx} + a_2y = 0$$



and the roots of the characteristic equation are complex, such as:

$$r_1 = -\alpha + i\beta, \quad r_2 = -\alpha - i\beta$$


The general solution can be written as:

$$y = e^{-\alpha x}(c_1\cos(\beta x) + c_2\sin(\beta x))$$

where alpha and beta are constants, and c_1 and c_2 are arbitrary constants determined by initial or boundary conditions.